A Puzzling Phenomenon in Semiparametric Estimation Problems with Infinite-Dimensional Nuisance Parameters

2009 Fiscal Year Self-evaluation Report

• Project/Area Number: 19530182
• Research Category: Grant-in-Aid for Scientific Research (C)
• Allocation Type: Single-year Grants
• Section: 一般
• Research Field: Economic statistics
• Research Institution: Kyoto Institute of Technology
• Principal Investigator: HITOMI Kohtaro Kyoto Institute of Technology, 工芸科学研究科, 准教授 (00283680)
• Project Period (FY): 2007 – 2010
• Keywords: 計量経済学 / セミパラ推定 / 無限次元母数 / 分散の逆転

Research Abstract

本研究は無限次元の局外母数があるセミパラメトリック推定量で局外母数を推定する必要がある場合のほうが局外母数が既知である場合よりも興味のあるパラメータの分散が小さくなるという逆説的な現象の解明を目的とする。

Research Products

• [Journal Article] Yoshihiko Nishiyama and Ryo Okui, "A Puzzling Phenomenon in Semiparametriac Estimation Problems with Infinite-Dimensional Nuisance Parameters" (2008)
  • Author(s): Kohtaro Hitomi
  • Journal Title: Econometric Theory vol. 24 Pages: 1717-1728
  • Peer Reviewed
• [Journal Article] Do student care about school quality? (2008)
  • Author(s): Eric A. Hanushek, Victor Lavy, Kohtaro Hitomi
  • Journal Title: Journal of human Capital vol. 2 Pages: 69-105
  • Peer Reviewed
• [Journal Article] Yoshihiko Nishiyama and Naoya Sueishi, "Efficient Estimation and Model Selecion for Grouped Data with Local Moments (2008)
  • Author(s): Kohtaro Hitomi, Qing-Feng Liu
  • Journal Title: Journal of the Japan Statistical Society vol. 38 No. 1 Pages: 131-143
  • Peer Reviewed
• [Presentation] A Nonparametric test for existence of moments (2009)
  • Author(s): 人見光太郎
  • Organizer: 2009年度日本統計学会春季大会
  • Place of Presentation: 統計数理研究所
  • Year and Date: 2009-03-06